This is a survey of the main methods in non-uniform random variate generation, and highlights recent research on the subject. Classical paradigms such as inversion, rejection, guide tables, and… Expand

We introduce a number of theorems that establish the universal consistency of averaging rules, including one suggested by Breiman, are not universally consistent.Expand

Let <italic>H<subscrpt>n</subsc Rpt> be the height of a binary search tree with standard insertions from a random permutation of 1, … , and let ∞ be the saturation level of the tree.Expand

Let (X, Y), (X1, Y1), .•, (X,, Yn ) be independent identically distributed random vectors from R dxR, and let E(I Y 1 p) < oo for some p > 1 . We wish to estimate the regression function m(x) = E(Y I… Expand

Differentiation of Integrals Consistency Lower Bounds for Rates of Convergence Rates of Convergence in L1 The Automatic Kernel Estimate: L1 and Pointwise Convergence Estimates Related to the Kernel… Expand